Exhausted, depleted, unable or unwilling to continue, for example at the end of a night or your life. From what they call trains which are returning to a depot without unloading passengers at the end of the night.

"Fancy another drink?" "No I've had enough, I'm empty to the depot"
"Hey wife let's have another baby" "No thanks I already have a fanny like a wizard's sleeve, I'm empty to the depot"